Related papers: A probabilistic representation for the gradient in…
In this paper, we prove gradient continuity estimates for viscosity solutions to $\Delta_{p}^N u- u_t= f$ in terms of the scaling critical $L(n+2,1 )$ norm of $f$, where $\Delta_{p}^N$ is the game theoretic normalized $p-$Laplacian operator…
We obtain conditions for the differentiability of weak solutions for a second-order uniformly elliptic equation in divergence form with a homogeneous co-normal boundary condition. The modulus of continuity for the coefficients is assumed to…
We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the equation and mild conditions on the obstacle the problem has a unique…
An integro differential equation which is able to describe the evolution of a large class of dissipative models, is considered. By means of an equivalence, the focus shifts to the perturbed sine- Gordon equation that in superconductivity…
We establish the first tight bound on the lower tail probability of the half-space KPZ equation with Neumann boundary parameter $A = -1/2$ and narrow-wedge initial data. When the tail depth is of order $T^{2/3}$, the lower bound…
We consider weighted p-Laplace type equations with homogeneous Neumann boundary conditions in convex domains, where the weight is a log-concave function which may degenerate at the boundary. In the case of bounded domains, we provide sharp…
In this paper, for general $n\geq2$, we classify solutions to $n$-Laplacian Liouville equation with positive nonlinear Neumann boundary condition on the half-space $\mathbb{R}^{n}_{+}$. Under the positive nonlinear Neumann boundary…
We prove a priori gradient bounds for classical solutions of the fully nonlinear parabolic equation $$u_{t}=F(D^2u,D u,u,x,t).$$ The domain is the torus {\mathbb{T}}^{d} of dimension $d\ge1$. Up to the price of technicalities, our work can…
We provide a probabilistic representations of the solution of some semilinear hyperbolicand high-order PDEs based on branching diffusions. These representations pave theway for a Monte-Carlo approximation of the solution, thus bypassing the…
In this paper we establish well posedness of the Neumann problem with boundary data in $L^2$ or the Sobolev space $\dot W^2_{-1}$, in the half space, for linear elliptic differential operators with coefficients that are constant in the…
We establish a global Calder\'on & Zygmund theory for solutions of a huge class of nonlinear parabolic systems whose model is the inhomogeneous parabolic $p$-Laplacian system \begin{equation*} \left\{\begin{array}{cc} \partial_t u - \Div…
A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…
This article investigates the exceptional set of the boundary for the following problem: \begin{equation*} \begin{aligned} -\frac{\partial u}{\partial t} + \mathcal{M}_{\lambda,\Lambda}^+(D^2u) + b(x,t)\cdot Du + c(x,t)u =0 \quad \rm{in} ~…
We investigate the regularity issue for the diffuse reflection boundary problem to the stationary linearized Boltzmann equation for hard sphere potential, cutoff hard potential, or cutoff Maxwellian molecular gases in a strictly convex…
In this paper, we consider the existence and multiplicity of solutions for the critical Neumann problem \begin{equation}\label{1.1ab} \left\{ \begin{aligned} -\Delta {u}-\frac{1}{2}(x \cdot{\nabla u})&= \lambda{|u|^{{2}^{*}-2}u}+{\mu…
We present two analytical formulae for estimating the sensitivity -- namely, the gradient or Jacobian -- at given realizations of an arbitrary-dimensional random vector with respect to its distributional parameters. The first formula…
In the paper, a linear differential equation with variable coefficients and a Caputo fractional derivative is considered. For this equation, a Cauchy problem is studied, when an initial condition is given at an intermediate point that does…
We provide a probabilistic representation for the derivative of the semigroup corresponding to a diffusion process killed at the boundary of a half interval. In particular, we show that the derivative of the semi-group can be expressed as…
We prove gradient estimates for transition Markov semigroups $(P_t)$ associated to SDEs driven by multiplicative Brownian noise having possibly unbounded $C^1$-coefficients, without requiring any monotonicity type condition. In particular,…
This paper considers the weakly coupled parabolic system $\partial_t u-\partial^2_xu +P(x)u=0$ with the homogeneous Neumann boundary condition, where \(P(x)\) is a \(2\times2\) symmetric real-valued function matrix. Under the assumption…